Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.554 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47457.08 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46062.11 Kr¶

PnL: ---------------------------------------> -826.46 Kr¶

DD now: ---------------------------------> -2.412 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:14:17.952739'

Anic Portfolio¶

Today¶

Return: -1.031 %¶

This Week¶

Return: -0.951 %¶

Total¶

Return: 55.362 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.680000 3430.400000 53.400000 1.580000 3377.000000
AcadeMedia 12 -1.980000 595.200000 38.200000 6.860000 557.000004
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.540000 388.800000 33.800000 9.520000 355.000000
Corem Property Group B 59 -2.090000 609.470000 32.470000 5.630000 576.999999
Resurs Holding 22 -1.160000 602.360000 28.360000 4.940000 573.999998
Boozt 12 -1.130000 1677.600000 23.600000 1.430000 1653.999996
Securitas B 6 -0.490000 585.720000 15.720000 2.760000 570.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
HMS Networks 2 -3.490000 686.000000 13.000000 1.930000 673.000000
Swedbank A 3 -0.800000 576.450000 12.450000 2.210000 564.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
OEM International B 7 -1.430000 531.300000 3.300000 0.630000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -2.010000 563.850000 1.850000 0.330000 562.000005
Intrum 4 -3.190000 528.000000 1.000000 0.190000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.190000 541.250000 -4.750000 -0.870000 546.000000
Nordea Bank Abp 29 -0.370000 3441.720000 -12.280000 -0.360000 3453.999992
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
Midsona B 63 -1.760000 563.850000 -19.150000 -3.280000 582.999984
CTEK 13 -2.010000 507.000000 -27.000000 -5.060000 533.999999
Essity A 4 -0.880000 1120.000000 -29.000000 -2.520000 1149.000000
International Petroleum Corp. 5 -1.340000 550.500000 -44.070000 -7.410000 594.565215
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.650000 3606.200000 -149.800000 -3.990000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.490000 1412.100000 -251.900000 -15.140000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 46062.110000 -826.460000 -2.41171% 46888.564618

Updated:¶

'2023-01-25 11:14:30.805675'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶